Skip to main content

Publications

2006

In: ACC 2006. Proceedings of the 2006 American control conference. Minneapolis, 2006..

Improved estimation of the exponential stability of the predictive filter in hidden Markov models

Authors
Gerencsér, László
Molnár-Sáska, Gábor
Michaletzky, György
Read more
2006

SIAM Journal on Control and Optimization, 44 (6)., pp. 2123-2188.

A representation theorem for the error of recursive estimators

Authors
Gerencsér, László
Read more
2009-07-06

In: SYSID 2009. 15th IFAC symposium on system identification. Preprints. Saint-Malo, 2009..

Consistent estimation of real NMP zeros in stable LTI systems of arbitrary complexity

Authors
Rojas, C. R.
Hjalmarsson, H.
Gerencsér, László
Martensson, J.
Read more
2006

In: CDC 2006. 45th IEEE conference on decision and control. San Diego, 2006..

A representation theorem for the error of recursive estimators

Authors
Gerencsér, László
Read more
2009-08-23

In: ECC 2009. Proceedings of the European control conference 2009. Budapest, 2009..

Recursive identification of continuous-time linear stochastic systems - convergence w.p.1 and in Lq

Authors
Gerencsér, László
Prokaj, Vilmos
Read more
2006

PPKE ITK, Budapest

Pénzügyi matematika és kockázatanalízis

Authors
Gerencsér, László
Read more
2009

Automatica, 45, pp. 623-633.

Identification of ARX systems with non-stationary inputs - asymptotic analysis with application to adaptive input design

Authors
Gerencsér, László
Hjalmarsson, Hakan
Martensson, Jonas
Read more
2006

, Budapest

System Theory IV. Part I. (Lecture Notes)

Authors
Gerencsér, László
Orlovits, Zsanett
Read more